Yes, in Parallels or any other VM app you install OSs using DVDs or their images (a file with an .iso extension that you use to burn the DVD), which is what you get when you press the 'DVD file link'.
Funny that in years of being in this forum I've never seen anyone ask a similar question, I'm not criticising, I just never thought this could cause any confusion.
Last edited by a moderator: Sep 1, 2014